As a construction machine represented by a hydraulic excavator, those on which an electronically controlled diesel engine is mounted as a prime mover are known. In such diesel engine, an exhaust gas purifying device for removing harmful substances in an exhaust gas is provided. On the other hand, by using an electronically controlled fuel injection device, a fuel injection quantity or an injection timing can be controlled with high accuracy. Thus, as compared with a mechanical fuel injection device, startability at a low temperature in a cold area can be improved, and time required for warming-up operation can be reduced (Patent Document 1).